Capital Group Core Balanced ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.14% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9829 | 7.39 | |
| 0.1165 | 1.60 | |
| 0.7704 | 8.27 | |
| 0.0076 | 0.15 |
Estimation Period:
Sep 28, 2023 to Feb 13, 2026
Sep 28, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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